FPE Seminar Series – Bayesian Filtering Methods for State and Parameter Estimation

Wednesday, March 21, 2018
12:00 pm
Floor/Room #: 

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Fire Protection Engineering Department
Seminar Speaker

All are Welcome

Wednesday, March 21, 2018
12:00 pm
FPE, 50 Prescott Street, Gateway Park II, Room 50P1226

***Light Lunch will be provided - RSVP to dpoirier@wpi.edu if you are able to attend***

Bayesian Filtering Methods for State and Parameter Estimation


Andrea Arnold, PhD

Assistant Professor, WPI Mathematical Sciences


Abstract: Many real-world applications involve unknown system parameters that must be estimated using little to no prior information. In addition, these parameters may be time-varying and possibly subject to structural characteristics such as periodicity. We show how nonlinear Bayesian filtering techniques can be employed to estimate system states and parameters, while naturally providing a measure of uncertainty in the estimation. Results are demonstrated using data from several applications from the life sciences.


Dr. Andrea Arnold is an Assistant Professor in the Department of Mathematical Sciences at WPI. She is affiliated with the Bioinformatics and Computational Biology Program and the Center for Industrial Mathematics and Statistics.

Dr. Arnold received a B.S. in Mathematics at Duquesne University in 2009 and Ph.D. in Applied Mathematics at Case Western Reserve University in 2014. She completed a postdoctoral fellowship with the Research Training Group in Mathematical Biology at North Carolina State University before joining the faculty at WPI in Fall 2017.

Dr. Arnold’s research is in the field of inverse problems and uncertainty quantification. She is interested in the design and analysis of efficient and robust nonlinear filtering algorithms for state and parameter estimation within the Bayesian inference framework and the application of such algorithms in analyzing real-world data.

Diane Poirier